Hi, Included are screenshots from WL8, WL6, TWS, and Yahoo finance. Ticker FAS 30-minute for 12/1 , 10:00 am as an example.
Yahoo, TWS, and WL6 show identical OHLC while WL8 does not. For Example, WL8 High is 89.48 while Yahoo/TWS/WL6: 88.00.
Deleting the 30min FAS file and reloading data from IB gives the same numbers.
Using WL build 23, IB provider build 22.
Yahoo, TWS, and WL6 show identical OHLC while WL8 does not. For Example, WL8 High is 89.48 while Yahoo/TWS/WL6: 88.00.
Deleting the 30min FAS file and reloading data from IB gives the same numbers.
Using WL build 23, IB provider build 22.
Rename
There's no funny business going on with the data - this is the data returned by the provider. Furthermore if you inspect a 1-minute chart, it's clear that the 09:33 bar's high was 89.48 (and the open was 89.47).
Okay, look, you're comparing the wrong bars. Wealth-Lab's bars are always timestamped with the end-of-bar time. The 10:00 bar in Wealth-Lab is all the data from 09:30 to 10:00.
In other platforms, the 09:30 bar is the data from 09:30 to 10:00.
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It's odd that the data in WL6 was timestamped wrong - you must have imported it from an ASCII file without making the end-of-bar adjustment.
Okay, look, you're comparing the wrong bars. Wealth-Lab's bars are always timestamped with the end-of-bar time. The 10:00 bar in Wealth-Lab is all the data from 09:30 to 10:00.
In other platforms, the 09:30 bar is the data from 09:30 to 10:00.
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It's odd that the data in WL6 was timestamped wrong - you must have imported it from an ASCII file without making the end-of-bar adjustment.
I see. Thanks for clarifying.
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